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List of figures vi
List of tables vii
Preface ix
Introduction 1
1 Institutions and market structure 7
2 Financial market equilibrium 32
3 Batch markets with strategic informed traders 52
4 Dealer markets: information-based models 69
5 Inventory models 80
6 Empirical models of market microstructure 91
7 Liquidity and asset pricing 116
8 Models of the limit order book 127
9 Price discovery 159
10 Policy issues in financial market structure 180
Index 197
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Miguel Mingoa
reviewed The Microstructure of Financial Markets on December 04, 2014
The Microstructure of Financial Markets
This is really an old book but it's still relevant because human nature doesn't change. The examples in this book are really dated. Apart from that, the insights of the wall street are really helpful.
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